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DASHBOARDS: Portfolio Hub Market Pulse Performance

MDY

S&P Midcap 400 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-07-26
Executive Summary
The quantitative backtest for MDY (S&P Midcap 400 ETF) using the Excess Return MMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -24.9% (compared to the benchmark's drawdown of -55.3%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 7.5%, compared to a Buy-and-Hold benchmark return of 10.9%. The strategy executed 93 total trades.

* Excess Return MMA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility.

MDY Quality Metrics & KPI Summary

Metric1Y5Y10YFull History
StrategyB&HStrategyB&HStrategyB&HStrategyB&H
CAGR20.07%19.93%4.31%8.55%6.54%10.77%7.48%10.90%
Sharpe Ratio1.251.170.330.420.490.480.530.47
Max Drawdown-8.82%-8.82%-18.86%-24.03%-21.70%-42.22%-24.93%-55.33%
% Time Invested100.0%100.0%90.8%100.0%92.6%100.0%91.0%100.0%
Trades / Year0.00.03.40.03.30.03.20.0

Cumulative Growth Performance

Return Distribution Analysis

Return Distribution

Trade History

This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.

Entry DateExit DateTypeAllocationEntry PriceExit PriceNet Return %Exit Reason
🔒 Active Positions & Recent Execution Signals Hidden
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2025-05-19 2025-10-13 Interest (CASH) 33.33% $1.00 $1.02 1.70% Interest Income
2025-03-05 2025-07-18 Interest (CASH) 33.33% $1.00 $1.02 1.59% Interest Income
2025-04-30 2025-05-19 Completed 33.33% $507.70 $549.53 8.19% Signal
2025-04-07 2025-04-30 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-04-04 2025-04-29 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2025-03-27 2025-04-07 Completed 33.33% $536.31 $459.10 -14.44% Stop
2024-02-20 2025-04-04 Completed 33.33% $498.19 $483.14 -3.07% Stop
2025-03-05 2025-03-27 Interest (CASH) 33.33% $1.00 $1.00 0.27% Interest Income
2024-02-05 2025-03-05 Completed 33.33% $486.61 $535.82 10.06% Stop
2024-01-17 2025-03-05 Completed 33.33% $475.11 $535.82 12.72% Stop
2022-10-25 2024-02-20 Interest (CASH) 33.33% $1.00 $1.07 6.81% Interest Income
2024-01-09 2024-02-05 Interest (CASH) 33.33% $1.00 $1.00 0.38% Interest Income
2023-10-24 2024-01-17 Interest (CASH) 33.33% $1.00 $1.01 1.22% Interest Income
2024-01-02 2024-01-09 Completed 33.33% $489.41 $482.28 -1.51% Signal
2023-12-07 2024-01-02 Interest (CASH) 33.33% $1.00 $1.00 0.34% Interest Income
2023-11-17 2023-12-07 Completed 33.33% $447.56 $462.22 3.22% Signal
2023-10-13 2023-11-17 Interest (CASH) 33.33% $1.00 $1.01 0.54% Interest Income
2023-07-27 2023-10-24 Completed 33.33% $483.02 $421.32 -12.82% Stop
2023-03-16 2023-10-13 Completed 33.33% $415.72 $435.38 4.68% Signal
2023-05-09 2023-07-27 Interest (CASH) 33.33% $1.00 $1.01 1.14% Interest Income
2023-04-10 2023-05-09 Completed 33.33% $427.19 $428.66 0.29% Signal
2023-03-16 2023-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.30% Interest Income
2023-01-04 2023-03-16 Completed 33.33% $426.04 $415.72 -2.47% Stop
2022-05-04 2023-03-16 Interest (CASH) 33.33% $1.00 $1.03 2.88% Interest Income
2022-11-10 2023-01-04 Interest (CASH) 33.33% $1.00 $1.01 0.61% Interest Income
2022-10-11 2022-11-10 Completed 33.33% $391.99 $429.72 9.57% Signal
2022-10-19 2022-10-25 Completed 33.33% $404.30 $405.32 0.20% Signal
2022-09-27 2022-10-19 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2022-02-22 2022-10-11 Interest (CASH) 33.33% $1.00 $1.01 1.09% Interest Income
2022-06-02 2022-09-27 Completed 33.33% $432.85 $387.84 -10.44% Stop
2022-05-10 2022-06-02 Interest (CASH) 33.33% $1.00 $1.00 0.07% Interest Income
2021-02-10 2022-05-10 Completed 33.33% $433.37 $419.31 -3.29% Stop
2022-02-16 2022-05-04 Completed 33.33% $462.75 $439.94 -4.98% Signal
2022-02-16 2022-02-22 Completed 33.33% $462.75 $452.10 -2.35% Signal
2022-01-25 2022-02-16 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2022-01-25 2022-02-16 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2021-10-19 2022-01-25 Completed 33.33% $475.03 $448.89 -5.55% Stop
2020-10-05 2022-01-25 Completed 33.33% $326.93 $448.89 37.24% Stop
2021-09-24 2021-10-19 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2020-06-29 2021-09-24 Completed 33.33% $294.57 $462.02 56.77% Signal
2020-10-30 2021-02-10 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-09-01 2020-10-30 Completed 33.33% $327.35 $324.64 -0.88% Signal
2020-04-16 2020-10-05 Interest (CASH) 33.33% $1.00 $1.00 0.06% Interest Income
2020-04-23 2020-09-01 Interest (CASH) 33.33% $1.00 $1.00 0.05% Interest Income
2020-03-26 2020-06-29 Interest (CASH) 33.33% $1.00 $1.00 0.04% Interest Income
2020-03-31 2020-04-23 Completed 33.33% $245.51 $257.69 4.91% Signal
2020-03-24 2020-04-16 Completed 33.33% $217.44 $256.21 17.77% Signal
2020-03-09 2020-03-31 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2020-03-24 2020-03-26 Completed 33.33% $217.44 $237.57 9.20% Signal
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-03-02 2020-03-24 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2020-01-02 2020-03-09 Completed 33.33% $348.97 $281.72 -19.31% Stop
2019-11-06 2020-03-02 Completed 33.33% $335.44 $308.09 -8.20% Stop
2019-06-12 2020-03-02 Completed 33.33% $317.78 $308.09 -3.10% Stop
2019-08-07 2020-01-02 Interest (CASH) 33.33% $1.00 $1.01 0.70% Interest Income
2019-10-03 2019-11-06 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2019-09-03 2019-10-03 Completed 33.33% $312.50 $313.75 0.35% Signal
2019-08-06 2019-09-03 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2019-01-11 2019-08-07 Completed 33.33% $291.15 $311.69 7.00% Signal
2019-03-28 2019-08-06 Completed 33.33% $312.88 $313.01 -0.01% Signal
2018-12-21 2019-06-12 Interest (CASH) 33.33% $1.00 $1.01 1.12% Interest Income
2018-10-29 2019-03-28 Interest (CASH) 33.33% $1.00 $1.01 0.97% Interest Income
2018-12-18 2019-01-11 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-11-20 2018-12-21 Completed 33.33% $300.91 $273.82 -9.05% Stop
2016-11-14 2018-12-18 Completed 33.33% $254.14 $283.02 11.31% Stop
2018-10-29 2018-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2018-06-01 2018-10-29 Completed 33.33% $322.31 $300.12 -6.93% Stop
2016-07-07 2018-10-29 Completed 33.33% $239.97 $300.12 25.00% Stop
2018-05-01 2018-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.16% Interest Income
2016-04-26 2018-05-01 Completed 33.33% $235.98 $307.03 30.05% Signal
2016-05-24 2016-11-14 Interest (CASH) 33.33% $1.00 $1.00 0.15% Interest Income
2015-11-06 2016-07-07 Interest (CASH) 33.33% $1.00 $1.00 0.17% Interest Income
2016-02-12 2016-05-24 Completed 33.33% $199.75 $233.23 16.70% Signal
2015-08-20 2016-04-26 Interest (CASH) 33.33% $1.00 $1.00 0.12% Interest Income
2016-01-21 2016-02-12 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2015-09-17 2016-01-21 Completed 33.33% $228.49 $200.91 -12.11% Stop
2015-09-17 2015-11-06 Completed 33.33% $228.49 $232.50 1.70% Signal
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2015-08-25 2015-09-17 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-03-22 2015-08-25 Completed 33.33% $150.16 $222.07 47.81% Stop
2011-10-27 2015-08-25 Completed 33.33% $136.91 $222.07 62.12% Stop
2014-12-29 2015-08-20 Completed 33.33% $230.84 $234.46 1.52% Signal
2014-11-21 2014-12-29 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2014-11-19 2014-11-21 Completed 33.33% $225.36 $228.68 1.42% Signal
2014-10-28 2014-11-19 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2012-09-14 2014-10-28 Completed 33.33% $156.27 $217.06 38.83% Signal
2012-07-02 2012-09-14 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2012-01-03 2012-07-02 Completed 33.33% $136.32 $144.79 6.16% Signal
2011-10-04 2012-03-22 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
2011-08-05 2012-01-03 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2011-10-05 2011-10-27 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-30 2011-10-05 Completed 33.33% $130.43 $117.68 -9.82% Stop
2011-08-29 2011-10-04 Completed 33.33% $128.00 $111.86 -12.65% Stop
2011-08-08 2011-08-30 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2011-08-05 2011-08-29 Interest (CASH) 33.33% $1.00 $1.00 0.00% Interest Income
2010-06-01 2011-08-08 Completed 33.33% $112.82 $123.12 9.07% Stop
2010-10-11 2011-08-05 Completed 33.33% $121.41 $131.21 8.01% Stop
2010-06-01 2011-08-05 Completed 33.33% $112.82 $131.21 16.24% Stop
2010-07-30 2010-10-11 Interest (CASH) 33.33% $1.00 $1.00 0.03% Interest Income
2010-06-01 2010-07-30 Completed 33.33% $112.82 $111.73 -1.01% Signal
2010-05-07 2010-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-05-07 2010-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2010-05-07 2010-06-01 Interest (CASH) 33.33% $1.00 $1.00 0.01% Interest Income
2009-09-15 2010-05-07 Completed 33.33% $101.72 $115.08 13.08% Stop
2009-08-04 2010-05-07 Completed 33.33% $94.25 $115.08 22.04% Stop
2009-05-12 2010-05-07 Completed 33.33% $85.02 $115.08 35.29% Stop
2008-08-18 2009-09-15 Interest (CASH) 33.33% $1.00 $1.00 0.37% Interest Income
2008-07-16 2009-08-04 Interest (CASH) 33.33% $1.00 $1.01 0.51% Interest Income
2008-09-05 2009-05-12 Interest (CASH) 33.33% $1.00 $1.00 0.22% Interest Income
2008-07-30 2008-09-05 Completed 33.33% $117.20 $113.07 -3.58% Signal
2008-02-12 2008-08-18 Completed 33.33% $116.08 $120.06 3.38% Signal
2008-07-08 2008-07-30 Interest (CASH) 33.33% $1.00 $1.00 0.10% Interest Income
2008-04-09 2008-07-16 Completed 33.33% $118.53 $112.59 -5.06% Stop
2008-04-09 2008-07-08 Completed 33.33% $118.53 $113.37 -4.40% Stop
2007-12-21 2008-04-09 Interest (CASH) 33.33% $1.00 $1.01 0.61% Interest Income
2007-08-17 2008-04-09 Interest (CASH) 33.33% $1.00 $1.02 1.89% Interest Income
2008-01-18 2008-02-12 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2003-06-02 2008-01-18 Completed 33.33% $66.37 $110.37 66.20% Stop
2007-09-11 2007-12-21 Completed 33.33% $122.65 $125.48 2.26% Signal
2007-08-17 2007-09-11 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
2007-01-26 2007-08-17 Completed 33.33% $117.33 $121.03 3.10% Stop
2006-09-06 2007-08-17 Completed 33.33% $107.27 $121.03 12.76% Stop
2006-09-26 2007-01-26 Interest (CASH) 33.33% $1.00 $1.02 1.63% Interest Income
2004-12-16 2006-09-26 Completed 33.33% $91.98 $106.90 16.17% Signal
2006-06-29 2006-09-06 Interest (CASH) 33.33% $1.00 $1.01 0.93% Interest Income
2005-06-30 2006-06-29 Completed 33.33% $97.35 $105.59 8.41% Signal
2005-06-08 2005-06-30 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2004-11-05 2005-06-08 Completed 33.33% $87.23 $95.79 9.75% Signal
2004-11-23 2004-12-16 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2004-11-18 2004-11-23 Completed 33.33% $89.19 $88.77 -0.52% Signal
2004-10-14 2004-11-18 Interest (CASH) 33.33% $1.00 $1.00 0.19% Interest Income
2004-07-02 2004-11-05 Interest (CASH) 33.33% $1.00 $1.01 0.56% Interest Income
2003-06-02 2004-10-14 Completed 33.33% $66.37 $82.38 24.06% Signal
2003-05-27 2004-07-02 Completed 33.33% $62.79 $83.90 33.56% Signal
2002-09-18 2003-06-02 Interest (CASH) 33.33% $1.00 $1.01 0.88% Interest Income
2001-12-10 2003-06-02 Interest (CASH) 33.33% $1.00 $1.02 2.21% Interest Income
2003-03-13 2003-05-27 Interest (CASH) 33.33% $1.00 $1.00 0.23% Interest Income
2003-01-08 2003-03-13 Completed 33.33% $60.83 $54.09 -11.12% Stop
2002-06-26 2003-01-08 Interest (CASH) 33.33% $1.00 $1.01 0.81% Interest Income
2002-07-19 2002-09-18 Completed 33.33% $58.93 $58.69 -0.46% Signal
2002-06-26 2002-07-19 Interest (CASH) 33.33% $1.00 $1.00 0.11% Interest Income
2002-03-28 2002-06-26 Completed 33.33% $74.12 $64.71 -12.75% Stop
2002-01-03 2002-06-26 Completed 33.33% $69.51 $64.71 -6.96% Stop
2001-03-19 2002-03-28 Interest (CASH) 33.33% $1.00 $1.03 2.78% Interest Income
2001-09-18 2002-01-03 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
2001-10-10 2001-12-10 Completed 33.33% $59.76 $68.73 14.94% Signal
2001-09-18 2001-10-10 Interest (CASH) 33.33% $1.00 $1.00 0.14% Interest Income
2001-06-27 2001-09-18 Completed 33.33% $69.02 $60.68 -12.12% Stop
2001-04-10 2001-09-18 Completed 33.33% $62.31 $60.68 -2.66% Stop
2000-12-11 2001-06-27 Interest (CASH) 33.33% $1.00 $1.02 2.41% Interest Income
2001-03-19 2001-04-10 Interest (CASH) 33.33% $1.00 $1.00 0.26% Interest Income
2000-11-10 2001-03-19 Completed 33.33% $69.25 $62.68 -9.53% Stop
1998-11-02 2001-03-19 Completed 33.33% $45.33 $62.68 38.21% Stop
2000-11-10 2000-12-11 Completed 33.33% $69.25 $71.47 3.15% Signal
2000-10-19 2000-11-10 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2000-10-19 2000-11-10 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
2000-05-10 2000-10-19 Completed 33.33% $64.35 $67.73 5.19% Stop
2000-05-10 2000-10-19 Completed 33.33% $64.35 $67.73 5.19% Stop
2000-04-17 2000-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
2000-04-17 2000-05-10 Interest (CASH) 33.33% $1.00 $1.00 0.36% Interest Income
1999-11-09 2000-04-17 Completed 33.33% $56.46 $57.22 1.29% Stop
1999-11-05 2000-04-17 Completed 33.33% $56.46 $57.22 1.29% Stop
1999-10-18 1999-11-09 Interest (CASH) 33.33% $1.00 $1.00 0.32% Interest Income
1999-10-08 1999-11-05 Interest (CASH) 33.33% $1.00 $1.00 0.39% Interest Income
1999-03-17 1999-10-18 Completed 33.33% $48.79 $50.65 3.77% Stop
1998-12-15 1999-10-08 Completed 33.33% $46.07 $52.15 13.13% Signal
1999-02-08 1999-03-17 Interest (CASH) 33.33% $1.00 $1.00 0.46% Interest Income
1999-01-05 1999-02-08 Completed 33.33% $52.34 $49.47 -5.51% Stop
1998-10-08 1999-01-05 Interest (CASH) 33.33% $1.00 $1.01 1.02% Interest Income
1998-08-03 1998-12-15 Interest (CASH) 33.33% $1.00 $1.02 1.68% Interest Income
1998-10-09 1998-11-02 Interest (CASH) 33.33% $1.00 $1.00 0.25% Interest Income
1998-09-16 1998-10-09 Completed 33.33% $41.71 $37.91 -9.16% Stop
1998-08-27 1998-10-08 Completed 33.33% $41.46 $37.54 -9.50% Stop
1998-08-24 1998-09-16 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1998-08-05 1998-08-27 Interest (CASH) 33.33% $1.00 $1.00 0.31% Interest Income
1997-04-25 1998-08-24 Completed 33.33% $33.41 $44.01 31.67% Stop
1997-11-20 1998-08-05 Completed 33.33% $42.91 $44.29 3.17% Stop
1998-03-03 1998-08-03 Completed 33.33% $46.89 $45.86 -2.25% Signal
1998-01-16 1998-03-03 Interest (CASH) 33.33% $1.00 $1.01 0.61% Interest Income
1997-11-20 1998-01-16 Completed 33.33% $42.91 $42.53 -0.92% Signal
1997-10-29 1997-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-10-29 1997-11-20 Interest (CASH) 33.33% $1.00 $1.00 0.33% Interest Income
1997-06-13 1997-10-29 Completed 33.33% $38.29 $42.30 10.41% Stop
1997-04-25 1997-10-29 Completed 33.33% $33.41 $42.30 26.55% Stop
1997-05-02 1997-06-13 Interest (CASH) 33.33% $1.00 $1.01 0.58% Interest Income
1997-04-25 1997-05-02 Completed 33.33% $33.41 $34.28 2.56% Signal
1997-04-23 1997-04-25 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
1997-04-23 1997-04-25 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income
1997-04-23 1997-04-25 Interest (CASH) 33.33% $1.00 $1.00 0.02% Interest Income